Created
June 21, 2024 08:24
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Translating a Tradingview strategy to Backtrader
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| # Licensed under the MIT License. See comment below for full licence information. | |
| import backtrader as bt | |
| from datetime import datetime | |
| class SwingTrade(bt.SignalStrategy): | |
| params = (("closeThreshold",3),) | |
| def __init__(self): | |
| self.sma1 = bt.ind.SMA(period = 1400) | |
| def next(self): | |
| weekday =self.data.datetime.date().isoweekday() | |
| if self.data.close[0] < (self.sma1[0]*1.1) and weekday == 1: | |
| self.buy() | |
| self.params.closeThreshold = 3 | |
| print(f"Buy 1 BTC for {self.data.close[0]}") | |
| if self.data.close[0] > (self.sma1[0]* self.params.closeThreshold) and self.position.size > 0: | |
| self.close(size = 1) | |
| self.params.closeThreshold += 1 | |
| print(f"Sold 1 BTC for {self.data.close[0]}") | |
| class SmaCross(bt.SignalStrategy): | |
| def __init__(self): | |
| sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30) | |
| crossover = bt.ind.CrossOver(sma1, sma2) | |
| self.signal_add(bt.SIGNAL_LONG, crossover) | |
| cerebro = bt.Cerebro() | |
| cerebro.addstrategy(SwingTrade) | |
| #cerebro.addstrategy(SmaCross) | |
| data0 = bt.feeds.GenericCSVData( | |
| dataname = "btc.csv", | |
| fromdate = datetime(2011,1,1), | |
| todate = datetime(2021,8,1), | |
| datetime = 0, | |
| open = 1, | |
| high = 1, | |
| close = 1, | |
| low = 1, | |
| volume = -1, | |
| openinterest = -1, | |
| dtformat ="%Y-%m-%d") | |
| cerebro.adddata(data0) | |
| cerebro.broker.setcash(10000) | |
| cerebro.addsizer(bt.sizers.SizerFix, stake=1) | |
| cerebro.run() | |
| cerebro.plot(volume = False) |
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Here is some data you can use, save it as
btc.csv